ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.520 |
84.945 |
0.425 |
0.5% |
84.500 |
High |
85.040 |
85.090 |
0.050 |
0.1% |
85.040 |
Low |
84.500 |
84.800 |
0.300 |
0.4% |
84.185 |
Close |
84.995 |
85.000 |
0.005 |
0.0% |
84.995 |
Range |
0.540 |
0.290 |
-0.250 |
-46.3% |
0.855 |
ATR |
0.356 |
0.351 |
-0.005 |
-1.3% |
0.000 |
Volume |
218 |
159 |
-59 |
-27.1% |
390 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.833 |
85.707 |
85.160 |
|
R3 |
85.543 |
85.417 |
85.080 |
|
R2 |
85.253 |
85.253 |
85.053 |
|
R1 |
85.127 |
85.127 |
85.027 |
85.190 |
PP |
84.963 |
84.963 |
84.963 |
84.995 |
S1 |
84.837 |
84.837 |
84.973 |
84.900 |
S2 |
84.673 |
84.673 |
84.947 |
|
S3 |
84.383 |
84.547 |
84.920 |
|
S4 |
84.093 |
84.257 |
84.841 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.305 |
87.005 |
85.465 |
|
R3 |
86.450 |
86.150 |
85.230 |
|
R2 |
85.595 |
85.595 |
85.152 |
|
R1 |
85.295 |
85.295 |
85.073 |
85.445 |
PP |
84.740 |
84.740 |
84.740 |
84.815 |
S1 |
84.440 |
84.440 |
84.917 |
84.590 |
S2 |
83.885 |
83.885 |
84.838 |
|
S3 |
83.030 |
83.585 |
84.760 |
|
S4 |
82.175 |
82.730 |
84.525 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.090 |
84.185 |
0.905 |
1.1% |
0.483 |
0.6% |
90% |
True |
False |
99 |
10 |
85.090 |
84.185 |
0.905 |
1.1% |
0.373 |
0.4% |
90% |
True |
False |
139 |
20 |
85.090 |
82.575 |
2.515 |
3.0% |
0.367 |
0.4% |
96% |
True |
False |
92 |
40 |
85.090 |
81.330 |
3.760 |
4.4% |
0.244 |
0.3% |
98% |
True |
False |
51 |
60 |
85.090 |
80.058 |
5.032 |
5.9% |
0.173 |
0.2% |
98% |
True |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.323 |
2.618 |
85.849 |
1.618 |
85.559 |
1.000 |
85.380 |
0.618 |
85.269 |
HIGH |
85.090 |
0.618 |
84.979 |
0.500 |
84.945 |
0.382 |
84.911 |
LOW |
84.800 |
0.618 |
84.621 |
1.000 |
84.510 |
1.618 |
84.331 |
2.618 |
84.041 |
4.250 |
83.568 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.982 |
84.932 |
PP |
84.963 |
84.863 |
S1 |
84.945 |
84.795 |
|